Yes, I'm well aware at just how hard the recession has hit Arizona. I suggest that you get out there and really pound the pavement. Even if you have to work 2 or 3 part-time jobs, it's better than nothing. Be willing to take any work that is honest work---even if it is minimum wage and even if it is the graveyard shift.
As for finding a roommate---if you find someone who is looking for a roommate and your share of the rent is doable for you, then you go look at the home/apartment and ask to see the room that would be yours. Don't be afraid to ask your potential roommate lots of questions so that you can get a feel for whether or not you'd be compatible. Of course, you take your chances moving in with someone you don't know but then again, sometimes friend or relatives move in together and it ends badly.